1. Delayed Monetary Policy Effects in a Multi-Regime Cointegrated VAR(MRCIVAR). (2025). Semmler, Willi ; Chen, PU ; Maurer, Helmut.
   In: Econometrics and Statistics.
   RePEc:eee:ecosta:v:33:y:2025:i:c:p:105-134.

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2. Monetary Policy and the Evolution of Wealth Disparity: An Assessment Using US Survey of Consumer Finance Data. (2024). Semmler, Willi ; Parker, Damien Nicholas.
   In: Computational Economics.
   RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10560-1.

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3. Wage – price dynamics and financial market in a disequilibrium macro model: A Keynes – Kaldor – Minsky modeling of recession and inflation using VECM. (2024). Semmler, Willi ; Chen, PU.
   In: Journal of Economic Behavior & Organization.
   RePEc:eee:jeborg:v:220:y:2024:i:c:p:433-452.

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4. Financial fragility, regime change, and monetary policy in an open economy – A model and empirical application to emerging market countries. (2024). Semmler, Willi ; Toure, Marieme.
   In: International Economics.
   RePEc:eee:inteco:v:179:y:2024:i:c:s2110701724000556.

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5. Long-run scarring effects of meltdowns in a small-scale nonlinear quadratic model. (2023). Lucidi, Francesco ; Semmler, Willi.
   In: Journal of Macroeconomics.
   RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070422000805.

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6. Macroeconomics of Systemic Risk: Transmission Channels and Technical Integration. (2022). Mukhtar, Saparuddin ; Salim, Muhammad Zulkifli ; Rizan, Mohamad ; Daly, Kevin.
   In: Risks.
   RePEc:gam:jrisks:v:10:y:2022:i:9:p:174-:d:904472.

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7. Systemic risk contribution of banks and non-bank financial institutions across frequencies: The Australian experience. (2022). Uddin, Gazi ; Troster, Victor ; Yahya, Muhammad ; Rahman, Md Lutfur.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003082.

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8. Business cycles, financial conditions, and nonlinearities. (2022). Mendieta-Muñoz, Ivan ; Muoz, Ivan Mendieta ; Sundal, Douhan.
   In: Metroeconomica.
   RePEc:bla:metroe:v:73:y:2022:i:2:p:343-383.

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9. Macrofinancial linkages in Europe: Evidence from quantile local projections. (2021). Stolbov, Mikhail ; Shchepeleva, Maria.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5557-5569.

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10. Effect of macroeconomic variables on systemic risk: Evidence from Vietnamese economy. (2021). Huong, Thi Xuan ; Thanh, Nguyen Thi.
    In: Economics and Business Letters.
    RePEc:ove:journl:aid:16065.

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11. Unconventional monetary policy in a nonlinear quadratic model. (2020). Semmler, Willi ; Loungani, Prakash ; Willi, Semmler ; Prakash, Loungani ; Marco, Gross ; Timm, Faulwasser.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:24:y:2020:i:5:p:19:n:6.

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12. Macroeconomic Regimes, Technological Shocks and Employment Dynamics. (2019). Semmler, Willi ; Roventini, Andrea ; Willi, Semmler ; Andrea, Roventini ; Tommaso, Ferraresi.
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
    RePEc:jns:jbstat:v:239:y:2019:i:4:p:599-625:n:4.

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13. Systemic risk in Europe: deciphering leading measures, common patterns and real effects. (2018). Stolbov, Mikhail ; Shchepeleva, Maria.
    In: Annals of Finance.
    RePEc:kap:annfin:v:14:y:2018:i:1:d:10.1007_s10436-017-0310-3.

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14. Effect of banking and macroeconomic variables on systemic risk: An application of ΔCOVAR for an emerging economy. (2018). de Mendonça, Helder ; da Silva, Rafael Bernardo ; de Mendona, Helder Ferreira.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:43:y:2018:i:c:p:141-157.

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15. An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets. (2018). Ftiti, Zied ; JAWADI, Fredj ; Namouri, Hela.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:91:y:2018:i:c:p:469-484.

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16. Macrofinancial imbalances in historical perspective: A global crisis index. (2018). Gallegati, Marco ; Delli Gatti, Domenico.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:91:y:2018:i:c:p:190-205.

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17. Financial fragmentation and the monetary transmission mechanism in the euro area: a smooth transition VAR approach. (2018). Semmler, Willi ; Ibrahim, Tahri ; Hans-Helmut, Kotz.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:22:y:2018:i:5:p:19:n:7.

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18. Homogenous vs. heterogenous transition functions in smooth transition regressions: A LM-type test. (2017). Reitz, Stefan ; Leppin, Julian ; Demetrescu, Matei.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:2094.

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19. Re-Booting Europe: What kind of Fiscal Union - What kind of Social Union?. (2017). Semmler, Willi ; Young, Brigitte.
    In: Working Papers.
    RePEc:new:wpaper:1713.

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20. Empirical Investigation of the Effect of Bank Long Term Debt on Loans and Output in the Euro-zone. (2017). Chevallier, Claire.
    In: DEM Discussion Paper Series.
    RePEc:luc:wpaper:17-04.

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21. Debt-deflation, financial market stress and regime change – Evidence from Europe using MRVAR. (2017). Semmler, Willi ; Ernst, Ekkehard ; Haider, Alexander.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:81:y:2017:i:c:p:115-139.

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22. Nonlinear models in macroeconometrics. (2017). Teräsvirta, Timo ; Terasvirta, Timo.
    In: CREATES Research Papers.
    RePEc:aah:create:2017-32.

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23. Debt deflation, financial market stress and regime change: Evidence from Europe using MRVAR. (2016). Semmler, Willi ; Ernst, Ekkehard ; Haider, Alexander.
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:16030.

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24. The perils of debt deflation in the Euro area: a multi regime model. (2016). Semmler, Willi ; Haider, Alexander.
    In: Empirica.
    RePEc:kap:empiri:v:43:y:2016:i:2:d:10.1007_s10663-016-9327-5.

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25. Banking Overleveraging and Macro Instability: A Model and VSTAR Estimations. (2016). Semmler, Willi ; Schleer, Frauke ; Willi, Semmler ; Frauke, Schleer .
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
    RePEc:jns:jbstat:v:236:y:2016:i:1:p:609-638:n:6.

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26. Credit Spreads and the Links between the Financial and Real Sectors in a Small Open Economy: The Case of the Czech Republic. (2016). Konecny, Tomas ; Babecká-Kucharčuková, Oxana ; Babecka-Kucharcukova, Oxana .
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:66:y:2016:i:4:p:302-321.

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   In: SN Business & Economics.
   RePEc:spr:snbeco:v:2:y:2022:i:3:d:10.1007_s43546-021-00200-3.

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2. Monetary Policy with a State-Dependent Inflation Target in a Behavioral Two-Country Monetary Union Model. (2021). Proaño, Christian ; Proao, Christian R ; Lojak, Benjamin.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921001718.

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3. GDP‐network CoVaR: A tool for assessing growth‐at‐risk. (2021). Tizzanini, Giacomo ; de Meo, Emanuele.
   In: Economic Notes.
   RePEc:bla:ecnote:v:50:y:2021:i:2:n:e12181.

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4. Animal spirits, risk premia and monetary policy at the zero lower bound. (2020). Proaño, Christian ; Proao, Christian R ; Lojak, Benjamin.
   In: Journal of Economic Behavior & Organization.
   RePEc:eee:jeborg:v:171:y:2020:i:c:p:221-233.

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5. Financial stress index, growth and price stability in India: Some recent evidence. (2020). Sahoo, Jayantee.
   In: Theoretical and Applied Economics.
   RePEc:agr:journl:v:xxvii:y:2020:i:1(622):p:105-124.

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6. Global Price of Risk and Stabilization Policies. (2019). Adrian, Tobias ; Vogt, Erik ; Stackman, Daniel.
   In: IMF Economic Review.
   RePEc:pal:imfecr:v:67:y:2019:i:1:d:10.1057_s41308-019-00075-3.

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   In: Research in World Economy.
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   In: Journal of Economic Development.
   RePEc:jed:journl:v:44:y:2019:i:2:p:49-75.

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    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:96:y:2019:i:c:p:192-209.

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12. Will macroprudential policy counteract monetary policy’s effects on financial stability?. (2019). Demertzis, Maria ; Agur, Itai.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:48:y:2019:i:c:p:65-75.

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    In: MAGKS Papers on Economics.
    RePEc:mar:magkse:201824.

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14. Economic dynamics during periods of financial stress: Evidences from Brazil. (2018). Stona, Filipe ; Triches, Divanildo.
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    In: Journal of Financial Economics.
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    In: The North American Journal of Economics and Finance.
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    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12681.

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18. Will macroprudential policy counteract monetary policy’s effects on financial stability?. (2018). Demertzis, Maria ; Agur, Itai.
    In: Bruegel Working Papers.
    RePEc:bre:wpaper:23907.

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19. Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M.
    In: BIS Papers.
    RePEc:bis:bisbps:95.

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    RePEc:fip:fedpwp:17-10.

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    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:73:y:2017:i:pb:p:252-274.

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22. Do Tax Changes Affect Credit Markets and Financial Frictions? Evidence from Credit Spreads. (2016). Winter, Christoph ; Kraus, Beatrice .
    In: VfS Annual Conference 2016 (Augsburg): Demographic Change.
    RePEc:zbw:vfsc16:145636.

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23. Macroeconomic effects of financial stress and the role of monetary policy: a VAR analysis for the euro area. (2016). Kremer, Manfred.
    In: International Economics and Economic Policy.
    RePEc:kap:iecepo:v:13:y:2016:i:1:d:10.1007_s10368-015-0325-z.

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24. Credit supply shocks in the Netherlands. (2016). Elbourne, Adam ; Duchi, Fabio.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:50:y:2016:i:c:p:51-71.

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25. What predicts US recessions?. (2016). Moench, Emanuel ; Liu, Weiling.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:32:y:2016:i:4:p:1138-1150.

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26. Counter-Credit-Risk Yield Spreads: A Puzzle in Chinas Corporate Bond Market. (2016). Ye, Xiaoxia ; Hu, May ; Luo, Jian.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:16:y:2016:i:2:p:203-241.

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27. Will Macroprudential Policy Counteract Monetary Policy’s Effects on Financial Stability?. (2015). Demertzis, Maria ; Agur, Itai.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2015/283.

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28. Should monetary policy monitor risk premiums in financial markets?. (2015). Doh, Taeyoung ; Cao, Guangye ; Molling, Daniel.
    In: Economic Review.
    RePEc:fip:fedker:00022.

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29. What inventory behavior tells us about how business cycles have changed. (2015). Schwartzman, Felipe ; Sarte, Pierre Daniel ; Lubik, Thomas A.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:76:y:2015:i:c:p:264-283.

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30. Financial sector and output dynamics in the euro area: Non-linearities reconsidered. (2015). Semmler, Willi ; Schleer, Frauke.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:46:y:2015:i:c:p:235-263.

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31. Financial conditions, macroeconomic factors and disaggregated bond excess returns. (2015). Menkhoff, Lukas ; Fricke, Christoph.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:58:y:2015:i:c:p:80-94.

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32. The Hedgehog and the Fox: From DSGE to Macro-Pru. (2015). Miller, Marcus ; Zhang, Lei.
    In: Manchester School.
    RePEc:bla:manchs:v:83:y:2015:i::p:31-55.

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33. The transmission of monetary policy in EMEs in a changing financial environment: a longitudinal analysis. (2015). Miyajima, Ken ; Kohlscheen, Emanuel.
    In: BIS Working Papers.
    RePEc:bis:biswps:495.

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34. Financial sector-output dynamics in the euro area: Non-linearities reconsidered. (2014). Semmler, Willi ; Schleer, Frauke.
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:13068r.

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35. Financial Sector and Output Dynamics in the Euro Area: Non-linearities Reconsidered. (2014). Semmler, Willi ; Schleer, Frauke.
    In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
    RePEc:zbw:vfsc14:100578.

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36. Financial conditions, macroeconomic factors and (un)expected bond excess returns. (2014). Menkhoff, Lukas ; Fricke, Christoph.
    In: Discussion Papers.
    RePEc:zbw:bubdps:352014.

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37. Financial Sector and Output Dynamics in the Euro Area: Non-linearities Reconsidered. (2014). Semmler, Willi ; Schleer, Frauke.
    In: SCEPA working paper series..
    RePEc:epa:cepawp:2014-5.

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38. International transmission and business-cycle effects of financial stress. (2014). van Roye, Björn ; Dovern, Jonas.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:13:y:2014:i:c:p:1-17.

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39. Prices, debt and market structure in an agent-based model of the financial market. (2014). Fischer, Thomas ; Riedler, Jesper.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:48:y:2014:i:c:p:95-120.

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40. Macroeconomics after the crisis – hedgehog or fox?. (2014). Miller, Marcus ; Zhang, Lei.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9974.

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41. The redistributive effects of financial deregulation: wall street versus main street. (2014). Korinek, Anton ; Kreamer, Jonathan.
    In: BIS Working Papers.
    RePEc:bis:biswps:468.

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42. Financial sector-output dynamics in the euro area: Non-linearities reconsidered. (2013). Semmler, Willi ; Schleer, Frauke.
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:13068.

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43. Prices, debt and market structure in an agent-based model of the financial market. (2013). Riedler, Jesper ; Fischer, Thomas.
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:12045r.

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44. International transmission of financial stress: Evidence from a GVAR. (2013). van Roye, Björn ; Dovern, Jonas.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1844.

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45. Uncertainty shocks, banking frictions, and economic activity. (2013). van Roye, Björn ; Bonciani, Dario.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1843.

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46. IfW-Krisencheck: Alles wieder gut in Griechenland?. (2013). Schrader, Klaus ; Bencek, David ; Laaser, Claus-Friedrich.
    In: Kiel Discussion Papers.
    RePEc:zbw:ifwkdp:522-523.

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47. Lies, Damned Lies, and Statistics? Examples From Finance and Economics. (2013). Abadir, Karim.
    In: Central European Journal of Economic Modelling and Econometrics.
    RePEc:psc:journl:v:5:y:2013:i:4:p:231-248.

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48. Financial Stress, Sovereign Debt and Economic Activity in Industrialized Countries: Evidence from Nonlinear Dynamic Panels. (2013). Semmler, Willi ; Schoder, Christian ; Proaño, Christian ; Proao, Christian R..
    In: Working Papers.
    RePEc:new:wpaper:1304.

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49. The real consequences of financial stress. (2013). Semmler, Willi ; Mittnik, Stefan.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:8:p:1479-1499.

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50. Prices, debt and market structure in an agent-based model of the financial market. (2012). Riedler, Jesper ; Fischer, Thomas.
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:12045.

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51. Concentrated Ownership and Equilibrium Asset Prices. (2012). Haddad, Valentin.
    In: 2012 Meeting Papers.
    RePEc:red:sed012:902.

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52. Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009. (2012). Adrian, Tobias ; Colla, Paolo ; Shin, Hyun Song.
    In: NBER Chapters.
    RePEc:nbr:nberch:12741.

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53. Stock market booms, endogenous credit creation and the implications of broad and narrow banking for macroeconomic stability. (2012). Proaño, Christian ; Hartmann, Florian ; Flaschel, Peter ; Proao, Christian R. ; Chiarella, Carl.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:83:y:2012:i:3:p:410-423.

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54. Excessive bank risk taking and monetary policy. (2012). Demertzis, Maria ; Agur, Itai.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20121457.

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55. Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market. (2012). Fischer, Thomas ; Riedler, Jesper.
    In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
    RePEc:dar:wpaper:58512.

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56. Pośrednictwo finansowe i analiza makroekonomiczna. (2011). Woodford, Michael.
    In: Gospodarka Narodowa. The Polish Journal of Economics.
    RePEc:sgh:gosnar:y:2011:i:11-12:p:109-139.

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57. How Should Central Banks Respond to Asset-Price Bubbles? The Lean versus Clean Debate After the GFC. (2011). Mishkin, Frederic.
    In: RBA Bulletin (Print copy discontinued).
    RePEc:rba:rbabul:jun2011-08.

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58. Issuer Quality and the Credit Cycle. (2011). Hanson, Samuel ; Greenwood, Robin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17197.

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59. Retail Credit Premiums and Macroeconomic Developments. (2011). Bruha, Jan.
    In: Occasional Publications - Chapters in Edited Volumes.
    RePEc:cnb:ocpubc:fsr1011/4.

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60. Issuer Quality and Corporate Bond Returns. (2010). Hanson, Samuel ; Greenwood, Robin.
    In: Harvard Business School Working Papers.
    RePEc:hbs:wpaper:11-065.

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61. Broad Banking, Financial Markets and the Return of the Narrow Banking Idea. (2010). Semmler, Willi ; Malikane, Christopher ; Flaschel, Peter ; Hartmann, Florian.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:7:y:2010:i:2:p:105-137.

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